Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as the effect of capital market dynamics on the exchange rate before and during the COVID-19 pandemic. Design/methodology/approach - The authors employ a non-linear autoregressive...

The present study investigate the relationship between sensex returns and Indian-USD Exchange rates and the impact of the time series on each other. Exchange rate fluctuation will effect international trades, thus influence the stock market. The study is based on the secondary sources obtained...

The purpose of this study is to analyze and test empirically the effect of trading day on the return rate of investment instruments in Indonesia for the period of 2005-2010. This study samples 13 actively traded stocks, 3 index data (JCI, ILQ45 and JII) on the Indonesia Stock Exchange, 3 foreign...